-55.8%
FISV vs EXEL
+192.6%
-248.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -7.2% | -2.9% | -4.3% | -6.9% |
| 30D | -7.2% | +11.9% | -19.1% | -8.6% |
| 3M | -8.2% | +9.2% | -17.4% | -9.4% |
| 6M | -17.7% | +39.1% | -56.8% | -21.8% |
| YTD | -27.2% | +31.0% | -58.2% | -30.3% |
| 1Y | -63.0% | +52.3% | -115.3% | -65.4% |
| 3Y | -59.8% | +159.7% | -219.5% | -67.2% |
| 5Y | -55.8% | +187.7% | -243.5% | -66.3% |
| All | -55.8% | +192.6% | -248.4% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling